Job Details
You will have a chance to:
• Work as part of an international team
• Contribute to a large impact project
• Have a big influence on how the global risk analytics team leverages technology
• Be exposed to Quantitative Risk Models and their overarching impact and role in the Firm
• Work with high-performing technology teams in Risk and Front Office and Quant-developer teams in Front Office Strats
• Learn about finance and risk management as well as about how a global investment bank works
• Contingent/Leased assignment working onsite at Morgan Stanley
• Contract via a third-party agency
Your job will be a mixture of:
• Designing the architecture and implementing software components of a new Model Development Platform
• Developing cutting-edge software libraries and APIs for quantitative modelers,
• Contributing to model implementation & code optimization
• Gaining exposure to and experience with APIs into Front Office and library components written in different languages and using different technologies
• Participating in high-level design discussions, design reviews and peer reviews
• Owning or contributing to tools development
• Defining and setting up the relevant software development process and its tooling
• Collaborating with Risk Technology teams to specify and implement APIs for Risk Applications implemented in Java
• Defining test cases and implementing unit and/or integration tests
• Working with production support teams and users to resolve escalated cases
We need you to have:
• Solid development experience (3+ years) in Python, with a strong software engineering background
• Ideally familiarity with at least one additional general-purpose programming language (e.g. C++, Java, C#)
• Graduate/Under-graduate/Advance degrees in computer science, mathematics, physics, engineering or other quantitative subjects
• Experience working as a part of a team; familiarity with collaboration tools such as: code versioning (e.g. git/svn/cvs), task tracking (e.g. Jira)
• Solid understanding of algorithms, data structures and of computational complexity
• Strong desire to follow best practices and deliver strategic solutions
• Willingness to learn new technologies quickly
• Experience with the design and implementation of complex technology stacks
• Solid understanding of Test-Driven Development (TDD)
• Excellent problem solving skills
• Confident command of English, very good communication and interpersonal skills
• Exposure to risk calculation concepts is advantageous, but not essential
Risk Analytics works as a strategic partner with Morgan Stanley business units and Risk Technology to redefine how we manage risk in ever more global, complex and dynamic financial markets.
The role will reside within Firm Risk Management’s Risk Analytics function, specifically within the Risk Analytics Platform and Delivery (RAPD) Group. The RAPD Group works collaboratively with global stakeholders (quantitative analysts, end-users, business analysts and product owners) across the Firm to build, support and utilize a newly-developed platform for risk model development. The platform supports new risk model development as well as functional enhancements to existing risk models.
Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.
As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.
For over 88 years, Morgan Stanley has combined old school wisdom with a passion for what's possible. Doing so enables us to provide clients with... Read more